Almost-sure asymptotic stability of a general four-dimensional system driven by real noise

In the first part of this paper, we construct an asymptotic expansion for the maximal Lyapunov exponent, the exponential growth rate of solutions to a linear stochastic system, and the rotation numbers for a general four-dimensional dynamical system driven by a small-intensity real noise process. Stability boundaries are obtained provided the natural frequencies are noncommensurable and the infinitesimal generator associated with the noise process has an isolated simple zero eigenvalue. This work is an extension of the work of Sri Namachchivaya and Van Roessel and is general in the sense that general stochastic perturbations of nonautonomous systems with two noncommensurable natural frequencies are considered.     

Differential System＇s Nonlinear Behaviour of Real Nonlinear Dynamical Systems

Chaos attractor behaviour is usually preserved if the four basic arithmetic operations, i.e. addition, subtraction, multiplication, division, or their compound, are applied. First-order differential systems of one-dimensional real discrete dynamical systems and nonautonomous real continuous-time dynamical systems are also dynamical systems and their Lyapunov exponents are kept, if they are twice differentiable. These two conclusions are shown here by the definitions of dynamical system and Lyapunov exponent. Numerical simulations support our analytical results. The conclusions can apply to higher order differential systems if their corresponding order differentials exist.     

Higher-order stochastic averaging to study stability of a fractional viscoelastic column

Stochastic stability of a fractional viscoelastic column axially loaded by a wideband random force is investigated by using the method of higher-order stochastic averaging. By modelling the wideband random excitation as Gaussian white noise and real noise and assuming the viscoelastic material to follow the fractional Kelvin–Voigt constitutive relation, the motion of the column is governed by a fractional stochastic differential equation, which is justifiably and uniformly approximated by an averaged system of Itô stochastic differential equations. Analytical expressions are obtained for the moment Lyapunov exponent and the Lyapunov exponent of the fractional system with small damping and weak random fluctuation. The effects of various parameters on the stochastic stability of the system are discussed.     

The Stochastic stability of a Logistic model with Poisson white noise

The stochastic stability of a logistic model subjected to the effect of a random natural environment, modeled as Poisson white noise process, is investigated. The properties of the stochastic response are discussed for calculating the Lyapunov exponent, which had proven to be the most useful diagnostic tool for the stability of dynamical systems. The generalised It? differentiation formula is used to analyse the stochastic stability of the response. The results indicate that the stability of the response is related to the intensity and amplitude distribution of the environment noise and the growth rate of the species.     

Random Matrices and Lyapunov Coefficients Regularity

Analyticity and other properties of the largest or smallest Lyapunov exponent of a product of real matrices with a “cone property” are studied as functions of the matrices entries, as long as they vary without destroying the cone property. The result is applied to stability directions, Lyapunov coefficients and Lyapunov exponents of a class of products of random matrices and to dynamical systems. The results are not new and the method is the main point of this work: it is is based on the classical theory of the Mayer series in Statistical Mechanics of rarefied gases.     

Moment Lyapunov exponents of a two-dimensional system under both harmonic and white noise parametric excitations

The moment Lyapunov exponents and the Lyapunov exponents of a 2D system under both harmonic and white noise excitations are studied. The moment Lyapunov exponents and the Lyapunov exponents are important characteristics determining the moment and almost-sure stability of a stochastic dynamical system. The eigenvalue problem governing the moment Lyapunov exponent is established. A singular perturbation method is applied to solve the eigenvalue problem to obtain second-order, weak noise expansions of the moment Lyapunov exponents. The influence of the white noise excitation on the parametric resonance due to the harmonic excitation is investigated.     

Auditory sensitivity may require dynamically unstable spike generators: evidence from a model of electrical stimulation

The response of the auditory nerve to electrical stimulation is highly sensitive to small modulations (<0.5%). This report demonstrates that dynamical instability (i.e., a positive Lyapunov exponent) can account for this sensitivity in a modified FitzHugh-Nagumo model of spike generation, so long as the input noise is not too large. This finding suggests both that spike generator instability is necessary to account for auditory nerve sensitivity and that the amplitude of physiological noise, such as that produced by the random behavior of voltage-gated sodium channels, is small. Based on these results with direct electrical stimulation, it is hypothesized that spike generator instability may be the mechanism that reconciles high sensitivity with the cross-fiber independence observed under acoustic stimulation.     

最近邻耦合网络的时空混沌同步研究

本文进行了最近邻网络的时空混沌同步研究.以时空混沌系统作为网络的节点,基于Lyapunov稳定性定理,通过确定网络的最大Lyapunov指数,得到了实现网络完全同步的条件.采用Fisher-Kolmogorov时空混沌系统作为网络节点实例进行了仿真模拟,获得了理想的同步效果.进一步研究了有界噪声影响下网络的同步性能,结果显示它具有较强的抗干扰能力.     

The largest Lyapunov exponent of chaotic dynamical system in scale space and its application

The largest Lyapunov exponent is an important invariant of detecting and characterizing chaos produced from a dynamical system. We have found analytically that the largest Lyapunov exponent of the small-scale wavelet transform modulus of a dynamical system is the same as the system's largest Lyapunov exponent, both discrete map and continuous chaotic attractor with one or two positive Lyapunov exponents. This property has been used to estimate the largest Lyapunov exponent of chaotic time series with several kinds of strong additive noise.     

Flow-induced instability under bounded noise excitation in cross-flow

Flow-induced vibration of a single cylinder in a cross-flow is mainly due to vortex shedding, which is usually considered as a forced vibration problem. It is shown that flow-induced vibration of a cylinder in the lock-in region is a combination of forced resonant vibration and fluid-damping-induced instability, which leads to time-dependent-fluid-damping-induced parametric resonance and constant-negative-damping-induced instability. The time-dependent fluid damping can be modeled as a bounded noise. The dynamic stability of a two-dimensional system under bounded noise excitation with a narrow-band characteristic is studied through the determination of the moment Lyapunov exponent and the Lyapunov exponent. The case when the system is in primary parametric resonance in the absence of noise is considered and the effect of noise on the parametric resonance is investigated. For small amplitudes of the bounded noise, analytical expansions of the moment Lyapunov exponents and Lyapunov exponents are obtained, which are shown to be in excellent agreement with those obtained using Monte Carlo simulation. The theory of stochastic stability is applied to explore the stability of a cylinder in a cross-flow. The analytical and numerical results show that the time-dependent-fluid-damping-induced parametric resonance could occur, which suggests that parametric resonance also contributes to the vibration of the cylinder in the lock-in range.     

推广恒Lyapunov指数谱混沌系统及其演变研究

基于恒Lyapunov指数谱改进系统,通过在系统方程中添加线性项与常数项,实现了恒Lyapunov指数谱混沌系统的推广.首先结合Lyapunov指数谱、分岔图和状态变量幅值演变的数值仿真,揭示了该系统的动力学行为;接着通过组合不同的线性项,从推广系统演变得到一族性质类似而又相轨不同的子系统,并分析了各个子系统的平衡点、特征值与Lyapunov指数等动力学特征;最后,指出该系统在混沌雷达、保密通信和其他信息处理系统中具有广阔的应用前景. 关键词： 推广混沌系统 Lyapunov指数谱 演变 子系统     

Topology-based signal separation

Traditional noise-filtering techniques are known to significantly alter features of chaotic data. In this paper, we present a noncausal topology-based filtering method for continuous-time dynamical systems that is effective in removing additive, uncorrelated noise from time-series data. Signal-to-noise ratios and Lyapunov exponent estimates are dramatically improved following the removal of the identified noisy points.     

Chaotic motion of the dynamical system under both additive and multiplicative noise excitations

With both additive and multiplicative noise excitations, the effect on the chaotic behaviour of the dynamical system is investigated in this paper. The random Melnikov theorem with the mean-square criterion that applies to a type of dynamical systems is analysed in order to obtain the conditions for the possible occurrence of chaos. As an example, for the Duffing system, we deduce its concrete expression for the threshold of multiplicative noise amplitude for the rising of chaos, and by combining figures, we discuss the influences of the amplitude, intensity and frequency of both bounded noises on the dynamical behaviour of the Duffing system separately. Finally, numerical simulations are illustrated to verify the theoretical analysis according to the largest Lyapunov exponent and Poincaré map.     

Duffing系统随机相位抑制混沌与随机共振并存现象的机理研究

针对随机相位作用的Duffing混沌系统, 研究了随机相位强度变化时系统混沌动力学的演化行为及伴随的随机共振现象. 结合Lyapunov指数、庞加莱截面、相图、时间历程图、功率谱等工具, 发现当噪声强度增大时, 系统存在从混沌状态转化为有序状态的过程, 即存在噪声抑制混沌的现象, 且在这一过程中, 系统亦存在随机共振现象, 而且随机共振曲线上最优的噪声强度恰为噪声抑制混沌的参数临界点. 通过含随机相位周期力的平均效应分析并结合系统的分岔图, 探讨了噪声对混沌运动演化的作用机理, 解释了在此过程中随机共振的形成机理, 论证了噪声抑制混沌与随机共振的相互关系.     

Finite-space Lyapunov exponents and pseudochaos

We propose a definition of finite-space Lyapunov exponent. For discrete-time dynamical systems, it measures the local (between neighboring points) average spreading of the system. We justify our definition by showing that, for large classes of chaotic maps, the corresponding finite-space Lyapunov exponent approaches the Lyapunov exponent of a chaotic map when M-->infinity, where M is the cardinality of the discrete phase space. In analogy with continuous systems, we say the system has pseudochaos if its finite-space Lyapunov exponent tends to a positive number (or to +infinity), when M-->infinity.     

An Improved Calculation Formula of the Extended Entropic Chaos Degree and Its Application to Two-Dimensional Chaotic Maps

The Lyapunov exponent is primarily used to quantify the chaos of a dynamical system. However, it is difficult to compute the Lyapunov exponent of dynamical systems from a time series. The entropic chaos degree is a criterion for quantifying chaos in dynamical systems through information dynamics, which is directly computable for any time series. However, it requires higher values than the Lyapunov exponent for any chaotic map. Therefore, the improved entropic chaos degree for a one-dimensional chaotic map under typical chaotic conditions was introduced to reduce the difference between the Lyapunov exponent and the entropic chaos degree. Moreover, the improved entropic chaos degree was extended for a multidimensional chaotic map. Recently, the author has shown that the extended entropic chaos degree takes the same value as the total sum of the Lyapunov exponents under typical chaotic conditions. However, the author has assumed a value of infinity for some numbers, especially the number of mapping points. Nevertheless, in actual numerical computations, these numbers are treated as finite. This study proposes an improved calculation formula of the extended entropic chaos degree to obtain appropriate numerical computation results for two-dimensional chaotic maps.     

Response and stability of a SDOF strongly nonlinear stochastic system with light damping modeled by a fractional derivative

A stochastic averaging procedure for a single-degree-of-freedom (SDOF) strongly nonlinear system with light damping modeled by a fractional derivative under Gaussian white noise excitations is developed by using the so-called generalized harmonic functions. The approximate stationary probability density and the largest Lyapunov exponent of the system are obtained from the averaged Itô stochastic differential equation of the system. It is shown that the approximate stationary solutions obtained by using the stochastic averaging procedure agree well with those from the numerical simulation of original systems. The effects of system parameters on the approxiamte stationary probability density and the largest Lyapunov exponent of the system are also discussed.     

Computation of the largest Lyapunov exponent by the generalized cell mapping

The method of cell mappings has been developed as an efficient tool for the global study of dynamical systems. One of them, the generalized cell mapping (GCM), describes the behavior of a system in a probabilistic sense, and is essentially a Markov chain analysis of dynamical systems. Since the largest Lyapunov exponent is widely used to characterize attractors of dynamical systems, we propose an algorithm for that quantity by the GCM. This allows us to examine the persistent groups of the GCM in terms of their Lyapunov exponent, thereby connecting them with their counterparts in point mapping systems.     

The structure of a Lyapunov spectrum can be determined locally

One of the most important results of dynamical systems theory is the possibility to determine dynamical invariants by virtue of a long-term integration. In particular, this applies to the set of Lyapunov exponents of systems with chaotic solutions. However, we demonstrate that the structure of a Lyapunov spectrum, i.e., the signs of the (nonzero) exponents, is accessible already if the local flow is known within some small (in principle infinitesimal) time interval. We present various examples, including one in an embedding space, and discuss possible applications.     

周期切换下Rayleigh振子的振荡行为及机理

本文研究了自治与非自治电路系统在周期切换连接下的动力学行为及机理.基于自治子系统平衡点和极限环的相应稳定性分析和切换系统李雅普诺夫指数的理论推导及数值计算.讨论了两子系统在不同参数下的稳态解在周期切换连接下的复合系统的各种周期振荡行为,进而给出了切换系统随参数变化下的最大李雅普诺夫指数图及相应的分岔图,得到了切换系统在不同参数下呈现出周期振荡,概周期振荡和混沌振荡相互交替出现的复杂动力学行为并分析了其振荡机理.给出了切换系统通过倍周期分岔,鞍结分岔以及环面分岔到达混沌的不同动力学演化过程.